On the diffusive-mean field limit for weakly interacting diffusions exhibiting phase transitions

DOI10.1007/s00205-021-01648-1OpenAlexW3159416550MaRDI QIDQ2036624

Matias G. Delgadino, Grigorios A. Pavliotis, Rishabh S. Gvalani

Publication date: 30 June 2021

Published in: Archive for Rational Mechanics and Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.03920

Mathematics Subject Classification ID

Existence theories in calculus of variations and optimal control (49Jxx) Parabolic equations and parabolic systems (35Kxx) Classical measure theory (28Axx) Calculus of variations and optimal control; optimization (49-XX) Nonlinear operators and their properties (47Hxx)

Related Items (13)

Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions ⋮ Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit ⋮ Rate of homogenization for fully-coupled McKean–Vlasov SDEs ⋮ Small noise asymptotics of multi-scale McKean-Vlasov stochastic dynamical systems ⋮ Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs ⋮ Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations ⋮ Phase transitions, logarithmic Sobolev inequalities, and uniform-in-time propagation of chaos for weakly interacting diffusions ⋮ Existence and non-uniqueness of stationary distributions for distribution dependent SDEs ⋮ Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation ⋮ Brownian motion in an \(N\)-scale periodic potential ⋮ Response theory and phase transitions for the thermodynamic limit of interacting identical systems ⋮ Propagation of chaos: a review of models, methods and applications. II: Applications ⋮ Large deviations for interacting multiscale particle systems

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